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The Code that was set might have been P0126. The engine cooling thermostat maintains optimal engine temperature. Inasmuch as the PCM can measure actual temperature from other sensor inputs (such as the coolant temperature sensor), the functioning of the thermostat itself can be "imputed". What may have occurred is the thermostat was stuck, too open or too closed, thus causing optimum engine temperature to go out of range and thus causing the check engine light to set. P0126 can also set though if the level of engine coolant is too low or if the coolant temperature sensor or electrical wiring or connector is faulty. So, the code does not necessarily mean that the thermostat is bad but such is a common outcome. Thermostats do NOT last forever and at 85,000 miles, it would be harmless to replace it solely as maintenance. If you do replace it, use ONLY an OEM Mazda thermostat and save yourself lots of headaches and additional diagnostic problems. As far as drivability, you will not be able to readily perceive an effect, unless the thermostat is stuck closed which is an immediate problem that would have to be repaired, but there will likely be some degradation in fuel efficiency if the thermostat is stuck on the open side. In all events, without going into detail, it is NOT recommended to drive the car indefinitely with this code and if overheating were to occur, due to a stuck closed thermostat, it is not recommended to even operate the engine (heat warps heads and blocks). At the moment, erase the code. If the code recurs, you can request engine thermostat diagnostic/replacement and the responding certified mechanic will get this taken care of for you, looking at all the possibilities of course. If you have further questions or concerns, do not hesitate to re-contact YourMechanic as we are always here to help you.

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